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%# OdePkg - A package for solving ordinary differential equations and more
%#
%# This program is free software; you can redistribute it and/or modify
%# it under the terms of the GNU General Public License as published by
%# the Free Software Foundation; either version 2 of the License, or
%# (at your option) any later version.
%#
%# This program is distributed in the hope that it will be useful,
%# but WITHOUT ANY WARRANTY; without even the implied warranty of
%# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
%# GNU General Public License for more details.
%#
%# You should have received a copy of the GNU General Public License
%# along with this program; If not, see <http://www.gnu.org/licenses/>.
%# -*- texinfo -*-
%# @deftypefn {Function File} {[@var{}] =} ode23 (@var{@@fun}, @var{slot}, @var{init}, [@var{opt}], [@var{par1}, @var{par2}, @dots{}])
%# @deftypefnx {Command} {[@var{sol}] =} ode23 (@var{@@fun}, @var{slot}, @var{init}, [@var{opt}], [@var{par1}, @var{par2}, @dots{}])
%# @deftypefnx {Command} {[@var{t}, @var{y}, [@var{xe}, @var{ye}, @var{ie}]] =} ode23 (@var{@@fun}, @var{slot}, @var{init}, [@var{opt}], [@var{par1}, @var{par2}, @dots{}])
%#
%# This function file can be used to solve a set of non--stiff ordinary differential equations (non--stiff ODEs) or non--stiff differential algebraic equations (non--stiff DAEs) with the well known explicit Runge--Kutta method of order (2,3).
%#
%# If this function is called with no return argument then plot the solution over time in a figure window while solving the set of ODEs that are defined in a function and specified by the function handle @var{@@fun}. The second input argument @var{slot} is a double vector that defines the time slot, @var{init} is a double vector that defines the initial values of the states, @var{opt} can optionally be a structure array that keeps the options created with the command @command{odeset} and @var{par1}, @var{par2}, @dots{} can optionally be other input arguments of any type that have to be passed to the function defined by @var{@@fun}.
%#
%# If this function is called with one return argument then return the solution @var{sol} of type structure array after solving the set of ODEs. The solution @var{sol} has the fields @var{x} of type double column vector for the steps chosen by the solver, @var{y} of type double column vector for the solutions at each time step of @var{x}, @var{solver} of type string for the solver name and optionally the extended time stamp information @var{xe}, the extended solution information @var{ye} and the extended index information @var{ie} all of type double column vector that keep the informations of the event function if an event function handle is set in the option argument @var{opt}.
%#
%# If this function is called with more than one return argument then return the time stamps @var{t}, the solution values @var{y} and optionally the extended time stamp information @var{xe}, the extended solution information @var{ye} and the extended index information @var{ie} all of type double column vector.
%#
%# For example, solve an anonymous implementation of the Van der Pol equation
%#
%# @example
%# fvdb = @@(vt,vy) [vy(2); (1 - vy(1)^2) * vy(2) - vy(1)];
%#
%# vopt = odeset ("RelTol", 1e-3, "AbsTol", 1e-3, \
%# "NormControl", "on", "OutputFcn", @@odeplot);
%# ode23 (fvdb, [0 20], [2 0], vopt);
%# @end example
%# @end deftypefn
%#
%# @seealso{odepkg}
%# ChangeLog:
%# 20010703 the function file "ode23.m" was written by Marc Compere
%# under the GPL for the use with this software. This function has been
%# taken as a base for the following implementation.
%# 20060810, Thomas Treichl
%# This function was adapted to the new syntax that is used by the
%# new OdePkg for Octave and is compatible to Matlab's ode23.
function [varargout] = ode23 (vfun, vslot, vinit, varargin)
if (nargin == 0) %# Check number and types of all input arguments
help ('ode23');
error ('OdePkg:InvalidArgument', ...
'Number of input arguments must be greater than zero');
elseif (nargin < 3)
print_usage;
elseif ~(isa (vfun, 'function_handle') || isa (vfun, 'inline'))
error ('OdePkg:InvalidArgument', ...
'First input argument must be a valid function handle');
elseif (~isvector (vslot) || length (vslot) < 2)
error ('OdePkg:InvalidArgument', ...
'Second input argument must be a valid vector');
elseif (~isvector (vinit) || ~isnumeric (vinit))
error ('OdePkg:InvalidArgument', ...
'Third input argument must be a valid numerical value');
elseif (nargin >= 4)
if (~isstruct (varargin{1}))
%# varargin{1:len} are parameters for vfun
vodeoptions = odeset;
vfunarguments = varargin;
elseif (length (varargin) > 1)
%# varargin{1} is an OdePkg options structure vopt
vodeoptions = odepkg_structure_check (varargin{1}, 'ode23');
vfunarguments = {varargin{2:length(varargin)}};
else %# if (isstruct (varargin{1}))
vodeoptions = odepkg_structure_check (varargin{1}, 'ode23');
vfunarguments = {};
end
else %# if (nargin == 3)
vodeoptions = odeset;
vfunarguments = {};
end
%# Start preprocessing, have a look which options are set in
%# vodeoptions, check if an invalid or unused option is set
vslot = vslot(:).'; %# Create a row vector
vinit = vinit(:).'; %# Create a row vector
if (length (vslot) > 2) %# Step size checking
vstepsizefixed = true;
else
vstepsizefixed = false;
end
%# Get the default options that can be set with 'odeset' temporarily
vodetemp = odeset;
%# Implementation of the option RelTol has been finished. This option
%# can be set by the user to another value than default value.
if (isempty (vodeoptions.RelTol) && ~vstepsizefixed)
vodeoptions.RelTol = 1e-6;
warning ('OdePkg:InvalidArgument', ...
'Option "RelTol" not set, new value %f is used', vodeoptions.RelTol);
elseif (~isempty (vodeoptions.RelTol) && vstepsizefixed)
warning ('OdePkg:InvalidArgument', ...
'Option "RelTol" will be ignored if fixed time stamps are given');
end
%# Implementation of the option AbsTol has been finished. This option
%# can be set by the user to another value than default value.
if (isempty (vodeoptions.AbsTol) && ~vstepsizefixed)
vodeoptions.AbsTol = 1e-6;
warning ('OdePkg:InvalidArgument', ...
'Option "AbsTol" not set, new value %f is used', vodeoptions.AbsTol);
elseif (~isempty (vodeoptions.AbsTol) && vstepsizefixed)
warning ('OdePkg:InvalidArgument', ...
'Option "AbsTol" will be ignored if fixed time stamps are given');
else
vodeoptions.AbsTol = vodeoptions.AbsTol(:); %# Create column vector
end
%# Implementation of the option NormControl has been finished. This
%# option can be set by the user to another value than default value.
if (strcmp (vodeoptions.NormControl, 'on')) vnormcontrol = true;
else vnormcontrol = false; end
%# Implementation of the option NonNegative has been finished. This
%# option can be set by the user to another value than default value.
if (~isempty (vodeoptions.NonNegative))
if (isempty (vodeoptions.Mass)), vhavenonnegative = true;
else
vhavenonnegative = false;
warning ('OdePkg:InvalidArgument', ...
'Option "NonNegative" will be ignored if mass matrix is set');
end
else vhavenonnegative = false;
end
%# Implementation of the option OutputFcn has been finished. This
%# option can be set by the user to another value than default value.
if (isempty (vodeoptions.OutputFcn) && nargout == 0)
vodeoptions.OutputFcn = @odeplot;
vhaveoutputfunction = true;
elseif (isempty (vodeoptions.OutputFcn)), vhaveoutputfunction = false;
else vhaveoutputfunction = true;
end
%# Implementation of the option OutputSel has been finished. This
%# option can be set by the user to another value than default value.
if (~isempty (vodeoptions.OutputSel)), vhaveoutputselection = true;
else vhaveoutputselection = false; end
%# Implementation of the option OutputSave has been finished. This
%# option can be set by the user to another value than default value.
if (isempty (vodeoptions.OutputSave)), vodeoptions.OutputSave = 1;
end
%# Implementation of the option Refine has been finished. This option
%# can be set by the user to another value than default value.
if (vodeoptions.Refine > 0), vhaverefine = true;
else vhaverefine = false; end
%# Implementation of the option Stats has been finished. This option
%# can be set by the user to another value than default value.
%# Implementation of the option InitialStep has been finished. This
%# option can be set by the user to another value than default value.
if (isempty (vodeoptions.InitialStep) && ~vstepsizefixed)
vodeoptions.InitialStep = (vslot(1,2) - vslot(1,1)) / 10;
vodeoptions.InitialStep = vodeoptions.InitialStep / 10^vodeoptions.Refine;
warning ('OdePkg:InvalidArgument', ...
'Option "InitialStep" not set, new value %f is used', vodeoptions.InitialStep);
end
%# Implementation of the option MaxStep has been finished. This option
%# can be set by the user to another value than default value.
if (isempty (vodeoptions.MaxStep) && ~vstepsizefixed)
vodeoptions.MaxStep = abs (vslot(1,2) - vslot(1,1)) / 10;
warning ('OdePkg:InvalidArgument', ...
'Option "MaxStep" not set, new value %f is used', vodeoptions.MaxStep);
end
%# Implementation of the option Events has been finished. This option
%# can be set by the user to another value than default value.
if (~isempty (vodeoptions.Events)), vhaveeventfunction = true;
else vhaveeventfunction = false; end
%# The options 'Jacobian', 'JPattern' and 'Vectorized' will be ignored
%# by this solver because this solver uses an explicit Runge-Kutta
%# method and therefore no Jacobian calculation is necessary
if (~isequal (vodeoptions.Jacobian, vodetemp.Jacobian))
warning ('OdePkg:InvalidArgument', ...
'Option "Jacobian" will be ignored by this solver');
end
if (~isequal (vodeoptions.JPattern, vodetemp.JPattern))
warning ('OdePkg:InvalidArgument', ...
'Option "JPattern" will be ignored by this solver');
end
if (~isequal (vodeoptions.Vectorized, vodetemp.Vectorized))
warning ('OdePkg:InvalidArgument', ...
'Option "Vectorized" will be ignored by this solver');
end
if (~isequal (vodeoptions.NewtonTol, vodetemp.NewtonTol))
warning ('OdePkg:InvalidArgument', ...
'Option "NewtonTol" will be ignored by this solver');
end
if (~isequal (vodeoptions.MaxNewtonIterations,...
vodetemp.MaxNewtonIterations))
warning ('OdePkg:InvalidArgument', ...
'Option "MaxNewtonIterations" will be ignored by this solver');
end
%# Implementation of the option Mass has been finished. This option
%# can be set by the user to another value than default value.
if (~isempty (vodeoptions.Mass) && isnumeric (vodeoptions.Mass))
vhavemasshandle = false; vmass = vodeoptions.Mass; %# constant mass
elseif (isa (vodeoptions.Mass, 'function_handle'))
vhavemasshandle = true; %# mass defined by a function handle
else %# no mass matrix - creating a diag-matrix of ones for mass
vhavemasshandle = false; %# vmass = diag (ones (length (vinit), 1), 0);
end
%# Implementation of the option MStateDependence has been finished.
%# This option can be set by the user to another value than default
%# value.
if (strcmp (vodeoptions.MStateDependence, 'none'))
vmassdependence = false;
else vmassdependence = true;
end
%# Other options that are not used by this solver. Print a warning
%# message to tell the user that the option(s) is/are ignored.
if (~isequal (vodeoptions.MvPattern, vodetemp.MvPattern))
warning ('OdePkg:InvalidArgument', ...
'Option "MvPattern" will be ignored by this solver');
end
if (~isequal (vodeoptions.MassSingular, vodetemp.MassSingular))
warning ('OdePkg:InvalidArgument', ...
'Option "MassSingular" will be ignored by this solver');
end
if (~isequal (vodeoptions.InitialSlope, vodetemp.InitialSlope))
warning ('OdePkg:InvalidArgument', ...
'Option "InitialSlope" will be ignored by this solver');
end
if (~isequal (vodeoptions.MaxOrder, vodetemp.MaxOrder))
warning ('OdePkg:InvalidArgument', ...
'Option "MaxOrder" will be ignored by this solver');
end
if (~isequal (vodeoptions.BDF, vodetemp.BDF))
warning ('OdePkg:InvalidArgument', ...
'Option "BDF" will be ignored by this solver');
end
%# Starting the initialisation of the core solver ode23
vtimestamp = vslot(1,1); %# timestamp = start time
vtimelength = length (vslot); %# length needed if fixed steps
vtimestop = vslot(1,vtimelength); %# stop time = last value
%# 20110611, reported by Nils Strunk
%# Make it possible to solve equations from negativ to zero,
%# eg. vres = ode23 (@(t,y) y, [-2 0], 2);
vdirection = sign (vtimestop - vtimestamp); %# Direction flag
if (~vstepsizefixed)
if (sign (vodeoptions.InitialStep) == vdirection)
vstepsize = vodeoptions.InitialStep;
else %# Fix wrong direction of InitialStep.
vstepsize = - vodeoptions.InitialStep;
end
vminstepsize = (vtimestop - vtimestamp) / (1/eps);
else %# If step size is given then use the fixed time steps
vstepsize = vslot(1,2) - vslot(1,1);
vminstepsize = sign (vstepsize) * eps;
end
vretvaltime = vtimestamp; %# first timestamp output
vretvalresult = vinit; %# first solution output
%# Initialize the OutputFcn
if (vhaveoutputfunction)
if (vhaveoutputselection) vretout = vretvalresult(vodeoptions.OutputSel);
else vretout = vretvalresult; end
feval (vodeoptions.OutputFcn, vslot.', ...
vretout.', 'init', vfunarguments{:});
end
%# Initialize the EventFcn
if (vhaveeventfunction)
odepkg_event_handle (vodeoptions.Events, vtimestamp, ...
vretvalresult.', 'init', vfunarguments{:});
end
vpow = 1/3; %# 20071016, reported by Luis Randez
va = [ 0, 0, 0; %# The Runge-Kutta-Fehlberg 2(3) coefficients
1/2, 0, 0; %# Coefficients proved on 20060827
-1, 2, 0]; %# See p.91 in Ascher & Petzold
vb2 = [0; 1; 0]; %# 2nd and 3rd order
vb3 = [1/6; 2/3; 1/6]; %# b-coefficients
vc = sum (va, 2);
%# The solver main loop - stop if the endpoint has been reached
vcntloop = 2; vcntcycles = 1; vu = vinit; vk = vu.' * zeros(1,3);
vcntiter = 0; vunhandledtermination = true; vcntsave = 2;
while ((vdirection * (vtimestamp) < vdirection * (vtimestop)) && ...
(vdirection * (vstepsize) >= vdirection * (vminstepsize)))
%# Hit the endpoint of the time slot exactely
if (vdirection * (vtimestamp + vstepsize) > vdirection * vtimestop)
%# vstepsize = vtimestop - vdirection * vtimestamp;
%# 20110611, reported by Nils Strunk
%# The endpoint of the time slot must be hit exactly,
%# eg. vsol = ode23 (@(t,y) y, [0 -1], 1);
vstepsize = vdirection * abs (abs (vtimestop) - abs (vtimestamp));
end
%# Estimate the three results when using this solver
for j = 1:3
vthetime = vtimestamp + vc(j,1) * vstepsize;
vtheinput = vu.' + vstepsize * vk(:,1:j-1) * va(j,1:j-1).';
if (vhavemasshandle) %# Handle only the dynamic mass matrix,
if (vmassdependence) %# constant mass matrices have already
vmass = feval ... %# been set before (if any)
(vodeoptions.Mass, vthetime, vtheinput, vfunarguments{:});
else %# if (vmassdependence == false)
vmass = feval ... %# then we only have the time argument
(vodeoptions.Mass, vthetime, vfunarguments{:});
end
vk(:,j) = vmass \ feval ...
(vfun, vthetime, vtheinput, vfunarguments{:});
else
vk(:,j) = feval ...
(vfun, vthetime, vtheinput, vfunarguments{:});
end
end
%# Compute the 2nd and the 3rd order estimation
y2 = vu.' + vstepsize * (vk * vb2);
y3 = vu.' + vstepsize * (vk * vb3);
if (vhavenonnegative)
vu(vodeoptions.NonNegative) = abs (vu(vodeoptions.NonNegative));
y2(vodeoptions.NonNegative) = abs (y2(vodeoptions.NonNegative));
y3(vodeoptions.NonNegative) = abs (y3(vodeoptions.NonNegative));
end
if (vhaveoutputfunction && vhaverefine)
vSaveVUForRefine = vu;
end
%# Calculate the absolute local truncation error and the acceptable error
if (~vstepsizefixed)
if (~vnormcontrol)
vdelta = abs (y3 - y2);
vtau = max (vodeoptions.RelTol * abs (vu.'), vodeoptions.AbsTol);
else
vdelta = norm (y3 - y2, Inf);
vtau = max (vodeoptions.RelTol * max (norm (vu.', Inf), 1.0), ...
vodeoptions.AbsTol);
end
else %# if (vstepsizefixed == true)
vdelta = 1; vtau = 2;
end
%# If the error is acceptable then update the vretval variables
if (all (vdelta <= vtau))
vtimestamp = vtimestamp + vstepsize;
vu = y3.'; %# MC2001: the higher order estimation as "local extrapolation"
%# Save the solution every vodeoptions.OutputSave steps
if (mod (vcntloop-1,vodeoptions.OutputSave) == 0)
vretvaltime(vcntsave,:) = vtimestamp;
vretvalresult(vcntsave,:) = vu;
vcntsave = vcntsave + 1;
end
vcntloop = vcntloop + 1; vcntiter = 0;
%# Call plot only if a valid result has been found, therefore this
%# code fragment has moved here. Stop integration if plot function
%# returns false
if (vhaveoutputfunction)
for vcnt = 0:vodeoptions.Refine %# Approximation between told and t
if (vhaverefine) %# Do interpolation
vapproxtime = (vcnt + 1) * vstepsize / (vodeoptions.Refine + 2);
vapproxvals = vSaveVUForRefine.' + vapproxtime * (vk * vb3);
vapproxtime = (vtimestamp - vstepsize) + vapproxtime;
else
vapproxvals = vu.';
vapproxtime = vtimestamp;
end
if (vhaveoutputselection)
vapproxvals = vapproxvals(vodeoptions.OutputSel);
end
vpltret = feval (vodeoptions.OutputFcn, vapproxtime, ...
vapproxvals, [], vfunarguments{:});
if vpltret %# Leave refinement loop
break;
end
end
if (vpltret) %# Leave main loop
vunhandledtermination = false;
break;
end
end
%# Call event only if a valid result has been found, therefore this
%# code fragment has moved here. Stop integration if veventbreak is
%# true
if (vhaveeventfunction)
vevent = ...
odepkg_event_handle (vodeoptions.Events, vtimestamp, ...
vu(:), [], vfunarguments{:});
if (~isempty (vevent{1}) && vevent{1} == 1)
vretvaltime(vcntloop-1,:) = vevent{3}(end,:);
vretvalresult(vcntloop-1,:) = vevent{4}(end,:);
vunhandledtermination = false; break;
end
end
end %# If the error is acceptable ...
%# Update the step size for the next integration step
if (~vstepsizefixed)
%# 20080425, reported by Marco Caliari
%# vdelta cannot be negative (because of the absolute value that
%# has been introduced) but it could be 0, then replace the zeros
%# with the maximum value of vdelta
vdelta(find (vdelta == 0)) = max (vdelta);
%# It could happen that max (vdelta) == 0 (ie. that the original
%# vdelta was 0), in that case we double the previous vstepsize
vdelta(find (vdelta == 0)) = max (vtau) .* (0.4 ^ (1 / vpow));
if (vdirection == 1)
vstepsize = min (vodeoptions.MaxStep, ...
min (0.8 * vstepsize * (vtau ./ vdelta) .^ vpow));
else
vstepsize = max (- vodeoptions.MaxStep, ...
max (0.8 * vstepsize * (vtau ./ vdelta) .^ vpow));
end
else %# if (vstepsizefixed)
if (vcntloop <= vtimelength)
vstepsize = vslot(vcntloop) - vslot(vcntloop-1);
else %# Get out of the main integration loop
break;
end
end
%# Update counters that count the number of iteration cycles
vcntcycles = vcntcycles + 1; %# Needed for cost statistics
vcntiter = vcntiter + 1; %# Needed to find iteration problems
%# Stop solving because the last 1000 steps no successful valid
%# value has been found
if (vcntiter >= 5000)
error (['Solving has not been successful. The iterative', ...
' integration loop exited at time t = %f before endpoint at', ...
' tend = %f was reached. This happened because the iterative', ...
' integration loop does not find a valid solution at this time', ...
' stamp. Try to reduce the value of "InitialStep" and/or', ...
' "MaxStep" with the command "odeset".\n'], vtimestamp, vtimestop);
end
end %# The main loop
%# Check if integration of the ode has been successful
if (vdirection * vtimestamp < vdirection * vtimestop)
if (vunhandledtermination == true)
error ('OdePkg:InvalidArgument', ...
['Solving has not been successful. The iterative', ...
' integration loop exited at time t = %f', ...
' before endpoint at tend = %f was reached. This may', ...
' happen if the stepsize grows smaller than defined in', ...
' vminstepsize. Try to reduce the value of "InitialStep" and/or', ...
' "MaxStep" with the command "odeset".\n'], vtimestamp, vtimestop);
else
warning ('OdePkg:InvalidArgument', ...
['Solver has been stopped by a call of "break" in', ...
' the main iteration loop at time t = %f before endpoint at', ...
' tend = %f was reached. This may happen because the @odeplot', ...
' function returned "true" or the @event function returned "true".'], ...
vtimestamp, vtimestop);
end
end
%# Postprocessing, do whatever when terminating integration algorithm
if (vhaveoutputfunction) %# Cleanup plotter
feval (vodeoptions.OutputFcn, vtimestamp, ...
vu.', 'done', vfunarguments{:});
end
if (vhaveeventfunction) %# Cleanup event function handling
odepkg_event_handle (vodeoptions.Events, vtimestamp, ...
vu.', 'done', vfunarguments{:});
end
%# Save the last step, if not already saved
if (mod (vcntloop-2,vodeoptions.OutputSave) ~= 0)
vretvaltime(vcntsave,:) = vtimestamp;
vretvalresult(vcntsave,:) = vu;
end
%# Print additional information if option Stats is set
if (strcmp (vodeoptions.Stats, 'on'))
vhavestats = true;
vnsteps = vcntloop-2; %# vcntloop from 2..end
vnfailed = (vcntcycles-1)-(vcntloop-2)+1; %# vcntcycl from 1..end
vnfevals = 3*(vcntcycles-1); %# number of ode evaluations
vndecomps = 0; %# number of LU decompositions
vnpds = 0; %# number of partial derivatives
vnlinsols = 0; %# no. of solutions of linear systems
%# Print cost statistics if no output argument is given
if (nargout == 0)
vmsg = fprintf (1, 'Number of successful steps: %d\n', vnsteps);
vmsg = fprintf (1, 'Number of failed attempts: %d\n', vnfailed);
vmsg = fprintf (1, 'Number of function calls: %d\n', vnfevals);
end
else
vhavestats = false;
end
if (nargout == 1) %# Sort output variables, depends on nargout
varargout{1}.x = vretvaltime; %# Time stamps are saved in field x
varargout{1}.y = vretvalresult; %# Results are saved in field y
varargout{1}.solver = 'ode23'; %# Solver name is saved in field solver
if (vhaveeventfunction)
varargout{1}.ie = vevent{2}; %# Index info which event occured
varargout{1}.xe = vevent{3}; %# Time info when an event occured
varargout{1}.ye = vevent{4}; %# Results when an event occured
end
if (vhavestats)
varargout{1}.stats = struct;
varargout{1}.stats.nsteps = vnsteps;
varargout{1}.stats.nfailed = vnfailed;
varargout{1}.stats.nfevals = vnfevals;
varargout{1}.stats.npds = vnpds;
varargout{1}.stats.ndecomps = vndecomps;
varargout{1}.stats.nlinsols = vnlinsols;
end
elseif (nargout == 2)
varargout{1} = vretvaltime; %# Time stamps are first output argument
varargout{2} = vretvalresult; %# Results are second output argument
elseif (nargout == 5)
varargout{1} = vretvaltime; %# Same as (nargout == 2)
varargout{2} = vretvalresult; %# Same as (nargout == 2)
varargout{3} = []; %# LabMat doesn't accept lines like
varargout{4} = []; %# varargout{3} = varargout{4} = [];
varargout{5} = [];
if (vhaveeventfunction)
varargout{3} = vevent{3}; %# Time info when an event occured
varargout{4} = vevent{4}; %# Results when an event occured
varargout{5} = vevent{2}; %# Index info which event occured
end
end
end
%! # We are using the "Van der Pol" implementation for all tests that
%! # are done for this function. We also define a Jacobian, Events,
%! # pseudo-Mass implementation. For further tests we also define a
%! # reference solution (computed at high accuracy) and an OutputFcn
%!function [ydot] = fpol (vt, vy, varargin) %# The Van der Pol
%! ydot = [vy(2); (1 - vy(1)^2) * vy(2) - vy(1)];
%!function [vjac] = fjac (vt, vy, varargin) %# its Jacobian
%! vjac = [0, 1; -1 - 2 * vy(1) * vy(2), 1 - vy(1)^2];
%!function [vjac] = fjcc (vt, vy, varargin) %# sparse type
%! vjac = sparse ([0, 1; -1 - 2 * vy(1) * vy(2), 1 - vy(1)^2]);
%!function [vval, vtrm, vdir] = feve (vt, vy, varargin)
%! vval = fpol (vt, vy, varargin); %# We use the derivatives
%! vtrm = zeros (2,1); %# that's why component 2
%! vdir = ones (2,1); %# seems to not be exact
%!function [vval, vtrm, vdir] = fevn (vt, vy, varargin)
%! vval = fpol (vt, vy, varargin); %# We use the derivatives
%! vtrm = ones (2,1); %# that's why component 2
%! vdir = ones (2,1); %# seems to not be exact
%!function [vmas] = fmas (vt, vy)
%! vmas = [1, 0; 0, 1]; %# Dummy mass matrix for tests
%!function [vmas] = fmsa (vt, vy)
%! vmas = sparse ([1, 0; 0, 1]); %# A sparse dummy matrix
%!function [vref] = fref () %# The computed reference sol
%! vref = [0.32331666704577, -1.83297456798624];
%!function [vout] = fout (vt, vy, vflag, varargin)
%! if (regexp (char (vflag), 'init') == 1)
%! if (any (size (vt) ~= [2, 1])) error ('"fout" step "init"'); end
%! elseif (isempty (vflag))
%! if (any (size (vt) ~= [1, 1])) error ('"fout" step "calc"'); end
%! vout = false;
%! elseif (regexp (char (vflag), 'done') == 1)
%! if (any (size (vt) ~= [1, 1])) error ('"fout" step "done"'); end
%! else error ('"fout" invalid vflag');
%! end
%!
%! %# Turn off output of warning messages for all tests, turn them on
%! %# again if the last test is called
%!error %# input argument number one
%! warning ('off', 'OdePkg:InvalidArgument');
%! B = ode23 (1, [0 25], [3 15 1]);
%!error %# input argument number two
%! B = ode23 (@fpol, 1, [3 15 1]);
%!error %# input argument number three
%! B = ode23 (@flor, [0 25], 1);
%!test %# one output argument
%! vsol = ode23 (@fpol, [0 2], [2 0]);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%! assert (isfield (vsol, 'solver'));
%! assert (vsol.solver, 'ode23');
%!test %# two output arguments
%! [vt, vy] = ode23 (@fpol, [0 2], [2 0]);
%! assert ([vt(end), vy(end,:)], [2, fref], 1e-3);
%!test %# five output arguments and no Events
%! [vt, vy, vxe, vye, vie] = ode23 (@fpol, [0 2], [2 0]);
%! assert ([vt(end), vy(end,:)], [2, fref], 1e-3);
%! assert ([vie, vxe, vye], []);
%!test %# anonymous function instead of real function
%! fvdb = @(vt,vy) [vy(2); (1 - vy(1)^2) * vy(2) - vy(1)];
%! vsol = ode23 (fvdb, [0 2], [2 0]);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# extra input arguments passed through
%! vsol = ode23 (@fpol, [0 2], [2 0], 12, 13, 'KL');
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# empty OdePkg structure *but* extra input arguments
%! vopt = odeset;
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt, 12, 13, 'KL');
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!error %# strange OdePkg structure
%! vopt = struct ('foo', 1);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%!test %# Solve vdp in fixed step sizes
%! vsol = ode23 (@fpol, [0:0.1:2], [2 0]);
%! assert (vsol.x(:), [0:0.1:2]');
%! assert (vsol.y(end,:), fref, 1e-3);
%!test %# Solve in backward direction starting at t=0
%! vref = [-1.205364552835178, 0.951542399860817];
%! vsol = ode23 (@fpol, [0 -2], [2 0]);
%! assert ([vsol.x(end), vsol.y(end,:)], [-2, vref], 1e-3);
%!test %# Solve in backward direction starting at t=2
%! vref = [-1.205364552835178, 0.951542399860817];
%! vsol = ode23 (@fpol, [2 -2], fref);
%! assert ([vsol.x(end), vsol.y(end,:)], [-2, vref], 1e-3);
%!test %# Solve another anonymous function in backward direction
%! vref = [-1, 0.367879437558975];
%! vsol = ode23 (@(t,y) y, [0 -1], 1);
%! assert ([vsol.x(end), vsol.y(end,:)], vref, 1e-3);
%!test %# Solve another anonymous function below zero
%! vref = [0, 14.77810590694212];
%! vsol = ode23 (@(t,y) y, [-2 0], 2);
%! assert ([vsol.x(end), vsol.y(end,:)], vref, 1e-3);
%!test %# AbsTol option
%! vopt = odeset ('AbsTol', 1e-5);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# AbsTol and RelTol option
%! vopt = odeset ('AbsTol', 1e-8, 'RelTol', 1e-8);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# RelTol and NormControl option -- higher accuracy
%! vopt = odeset ('RelTol', 1e-8, 'NormControl', 'on');
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-6);
%!test %# Keeps initial values while integrating
%! vopt = odeset ('NonNegative', 2);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, 2, 0], 1e-1);
%!test %# Details of OutputSel and Refine can't be tested
%! vopt = odeset ('OutputFcn', @fout, 'OutputSel', 1, 'Refine', 5);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%!test %# Details of OutputSave can't be tested
%! vopt = odeset ('OutputSave', 1, 'OutputSel', 1);
%! vsla = ode23 (@fpol, [0 2], [2 0], vopt);
%! vopt = odeset ('OutputSave', 2);
%! vslb = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert (length (vsla.x) > length (vslb.x))
%!test %# Stats must add further elements in vsol
%! vopt = odeset ('Stats', 'on');
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert (isfield (vsol, 'stats'));
%! assert (isfield (vsol.stats, 'nsteps'));
%!test %# InitialStep option
%! vopt = odeset ('InitialStep', 1e-8);
%! vsol = ode23 (@fpol, [0 0.2], [2 0], vopt);
%! assert ([vsol.x(2)-vsol.x(1)], [1e-8], 1e-9);
%!test %# MaxStep option
%! vopt = odeset ('MaxStep', 1e-2);
%! vsol = ode23 (@fpol, [0 0.2], [2 0], vopt);
%! assert ([vsol.x(5)-vsol.x(4)], [1e-2], 1e-2);
%!test %# Events option add further elements in vsol
%! vopt = odeset ('Events', @feve);
%! vsol = ode23 (@fpol, [0 10], [2 0], vopt);
%! assert (isfield (vsol, 'ie'));
%! assert (vsol.ie, [2; 1; 2; 1]);
%! assert (isfield (vsol, 'xe'));
%! assert (isfield (vsol, 'ye'));
%!test %# Events option, now stop integration
%! vopt = odeset ('Events', @fevn, 'NormControl', 'on');
%! vsol = ode23 (@fpol, [0 10], [2 0], vopt);
%! assert ([vsol.ie, vsol.xe, vsol.ye], ...
%! [2.0, 2.496110, -0.830550, -2.677589], 1e-3);
%!test %# Events option, five output arguments
%! vopt = odeset ('Events', @fevn, 'NormControl', 'on');
%! [vt, vy, vxe, vye, vie] = ode23 (@fpol, [0 10], [2 0], vopt);
%! assert ([vie, vxe, vye], ...
%! [2.0, 2.496110, -0.830550, -2.677589], 1e-3);
%!test %# Jacobian option
%! vopt = odeset ('Jacobian', @fjac);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# Jacobian option and sparse return value
%! vopt = odeset ('Jacobian', @fjcc);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!
%! %# test for JPattern option is missing
%! %# test for Vectorized option is missing
%! %# test for NewtonTol option is missing
%! %# test for MaxNewtonIterations option is missing
%!
%!test %# Mass option as function
%! vopt = odeset ('Mass', @fmas);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# Mass option as matrix
%! vopt = odeset ('Mass', eye (2,2));
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# Mass option as sparse matrix
%! vopt = odeset ('Mass', sparse (eye (2,2)));
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# Mass option as function and sparse matrix
%! vopt = odeset ('Mass', @fmsa);
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# Mass option as function and MStateDependence
%! vopt = odeset ('Mass', @fmas, 'MStateDependence', 'strong');
%! vsol = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vsol.x(end), vsol.y(end,:)], [2, fref], 1e-3);
%!test %# Set BDF option to something else than default
%! vopt = odeset ('BDF', 'on');
%! [vt, vy] = ode23 (@fpol, [0 2], [2 0], vopt);
%! assert ([vt(end), vy(end,:)], [2, fref], 1e-3);
%!
%! %# test for MvPattern option is missing
%! %# test for InitialSlope option is missing
%! %# test for MaxOrder option is missing
%!
%! warning ('on', 'OdePkg:InvalidArgument');
%# Local Variables: ***
%# mode: octave ***
%# End: ***
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